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Information Transfer between Stock Market Sectors: A Comparison between the USA and China

Information diffusion within financial markets plays a crucial role in the process of price formation and the propagation of sentiment and risk. We perform a comparative analysis of information transfer between industry sectors of the Chinese and the USA stock markets, using daily sector indices for...

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Detalles Bibliográficos
Autores principales:	Yue, Peng, Fan, Yaodong, Batten, Jonathan A., Zhou, Wei-Xing
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	MDPI 2020
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516620/ https://www.ncbi.nlm.nih.gov/pubmed/33285969 http://dx.doi.org/10.3390/e22020194

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